NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 77.48 76.78 -0.70 -0.9% 84.55
High 80.58 78.99 -1.59 -2.0% 85.75
Low 77.36 76.30 -1.06 -1.4% 80.25
Close 77.51 76.78 -0.73 -0.9% 80.47
Range 3.22 2.69 -0.53 -16.5% 5.50
ATR 2.14 2.18 0.04 1.8% 0.00
Volume 13,799 12,804 -995 -7.2% 66,626
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 85.43 83.79 78.26
R3 82.74 81.10 77.52
R2 80.05 80.05 77.27
R1 78.41 78.41 77.03 78.13
PP 77.36 77.36 77.36 77.21
S1 75.72 75.72 76.53 75.44
S2 74.67 74.67 76.29
S3 71.98 73.03 76.04
S4 69.29 70.34 75.30
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 98.66 95.06 83.50
R3 93.16 89.56 81.98
R2 87.66 87.66 81.48
R1 84.06 84.06 80.97 83.11
PP 82.16 82.16 82.16 81.68
S1 78.56 78.56 79.97 77.61
S2 76.66 76.66 79.46
S3 71.16 73.06 78.96
S4 65.66 67.56 77.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.75 76.30 9.45 12.3% 2.44 3.2% 5% False True 13,027
10 89.33 76.30 13.03 17.0% 2.65 3.5% 4% False True 15,149
20 93.14 76.30 16.84 21.9% 2.08 2.7% 3% False True 12,832
40 93.14 76.30 16.84 21.9% 1.56 2.0% 3% False True 10,420
60 93.14 76.30 16.84 21.9% 1.47 1.9% 3% False True 8,314
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.42
2.618 86.03
1.618 83.34
1.000 81.68
0.618 80.65
HIGH 78.99
0.618 77.96
0.500 77.65
0.382 77.33
LOW 76.30
0.618 74.64
1.000 73.61
1.618 71.95
2.618 69.26
4.250 64.87
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 77.65 80.09
PP 77.36 78.98
S1 77.07 77.88

These figures are updated between 7pm and 10pm EST after a trading day.

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